Revisiting the Valuable Roles of Global Financial Assets for International Stock Markets: Quantile Coherence and Causality-in-Quantiles Approaches

Revisiting the Valuable Roles of Global Financial Assets for International Stock Markets: Quantile Coherence and Causality-in-Quantiles Approaches

We employ the quantile-coherency approach and causality-in-quantile method to revisit the roles of Bitcoin, U.S. dollar, crude oil and gold for USA, Chinese, UK, and Japanese stock markets. The main results show that the impact of global financial assets varies across different investment horizons a...

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Bibliographic Details
Main Authors: Zhenghui Li, Zhiming Ao, Bin Mo
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
quantile coherence
causality-in-quantile
global financial assets
stock markets
Online Access:https://www.mdpi.com/2227-7390/9/15/1750

Internet

https://www.mdpi.com/2227-7390/9/15/1750

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